The mechanical holding of said substances, which are oily, is achieved by passing the smoke through successive diaphragms with tubes and through two chambers with surfaces at which the smoke falls and which divert the smoke which is inhaled from the burning cigarette. Simultaneously the holding of such oily substances is also achieved by the solidification to which the substances are subjected during their obligatory paning through the tubes, diaphragms and the two chambers and consequently part of the cooled molecules stick to the inner surface of the chambers, diaphragms and surfaces at which the smoke falls.